+152.4%
DKNG vs ACM
+80.0%
+72.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.8% |
| 7D | +3.0% | -4.6% | +7.6% | +5.8% |
| 30D | -3.0% | +4.1% | -7.1% | -5.4% |
| 3M | -17.6% | -8.3% | -9.3% | -14.7% |
| 6M | -3.2% | -30.1% | +26.8% | +16.8% |
| YTD | -28.2% | -32.6% | +4.4% | -12.1% |
| 1Y | -46.1% | -49.6% | +3.5% | -21.9% |
| 3Y | -22.2% | -23.0% | +0.9% | -14.9% |
| 5Y | -60.4% | +2.0% | -62.4% | -62.6% |
| All | +152.4% | +80.0% | +72.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling